Displaying 20 results from an estimated 20000 matches similar to: "minimal attributes to get se.fit"
2006 Jun 20
2
glm beta hypothesis testing
In summary.glm I'm trying to get a better feel for the z output. The
following lines can be found in the function
1 if (p > 0) {
2 p1 <- 1:p
3 Qr <- object$qr
4 coef.p <- object$coefficients[Qr$pivot[p1]]
5 covmat.unscaled <- chol2inv(Qr$qr[p1, p1, drop = FALSE])
6 dimnames(covmat.unscaled) <- list(names(coef.p), names(coef.p))
2003 Apr 23
3
regression parms var-cov matrix
Win2k, R1.6.2.
I've been using Splus 6.1 and wanted to try the same
regression analysis in R. Using "names( blah.lm )"
in R yields
[1] "coefficients" "residuals" "effects" "rank"
[5] "fitted.values" "assign" "qr" "df.residual"
[9] "xlevels"
1998 May 29
0
aov design questions
R developers,
I have a first attempt to make an aov function. Eventually I want to
build in Error() structure, but first I am trying to get this
presentable for balanced data with only a single stratum, just using
residual error. I am following R. M. Heiberger's Computation for the
Analysis of Designed Experiments, Wiley (1989)
I a using a wrapper (aov.bal) to call the
2011 Nov 08
1
Help with SEM package: Error message
Hello.
I started using the sem package in R and after a lot of searching and trying
things I am still having difficulty. I get the following error message when
I use the sem() function:
Warning message:
In sem.default(ram = ram, S = S, N = N, param.names = pars, var.names =
vars, :
Could not compute QR decomposition of Hessian.
Optimization probably did not converge.
I started with a
2004 Jan 12
1
question about how summary.lm works
Hi,
While exploring how summary.lm generated its output I came across a section
that left me puzzled.
at around line 57
R <- chol2inv(Qr$qr[p1, p1, drop = FALSE])
se <- sqrt(diag(R) * resvar)
I'm hoping somebody could explain the logic of these to steps or
alternatively point me in the direction of a text that will explain these
steps.
In particular I'm puzzled
2006 Jun 02
3
lm() variance covariance matrix of coefficients.
Hi,
I am running a simple linear model with (say) 5 independent variables. Is
there a simple way of getting the variance-covariance matrix of the
coeffcient estimates? None of the values of the lm() seem to provide this.
Thanks in advance,
Ritwik Sinha
rsinha@darwin.cwru.edu
Grad Student
Case Western Reserve University
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2001 Jul 08
1
predict.lm(...., se=T), with 1-column model matrix (PR#1018)
# r-bugs@r-project.org
The problem occurs when the model matrix has a single
column.
> elastic <- data.frame(stretch=c(46,54,48,50,44,42,52),
distance=c(183,217,189,208,178,150,249))
> elastic.lm <- lm(distance ~ -1 + stretch, data=elastic)
> predict(elastic.lm,se=T)
Error in XRinv^2 %*% rep(res.var, p) : non-conformable arguments
The fix is to replace
XRinv <-
2007 Aug 14
1
cov.unscaled in gls object
Hi list,
can I extract the cov.unscaled ("the unscaled covariance matrix") from a
gls fit (package nlme), like with summary.lm? Background: In a fixed
effect meta analysis regression the standard errors of the coefficients
can be computed as sqrt(diag(cov.unscaled)) where cov.unscaled is
(X'WX). I try do do this with a gls-fit.
Thanks, Sven
2005 Dec 18
1
Fit non-lineair 3D Data
Hi,
I have a problem with fitting a model:
I made a dataframe with this data:
a <- 1:3
b <- 1:3
c <- c(3, 2, 3, 2, 1, 2, 3, 2, 3)
df <- expand.grid(a,b)
df$result <- c
names(df) <- c("A","B", "result")
Although I can make a graph of the data:
require(lattice)
wireframe(result~A*B, data=df)
I can't get a model to
2006 Oct 12
2
how to get the variance-covariance matrix/information of alpha and beta after fitting a GLMs?
Dear friends,
After fitting a generalized linear models ,i hope to get the variance of
alpha,variance of beta and their covariance, that is , the
variance-covariance matrix/information of alpha and beta , suppose *B* is
the object of GLMs, i use attributes(B) to look for the options ,but can't
find it, anybody knows how to get it?
> attributes(B)
$names
[1] "coefficients"
2002 Mar 08
1
Random data with correlation
Hello all.
First of all, I have only been using are a short time and I'm not an
expert in statistics either.
I have the following problem. I'm working with measurements of physical
samples, each measurement has about 4000 variables. I have 33 of those
samples. From those 400 variables I deduced through non-statiscal means
that I needed about 200 of them. I read those into a data.frame
2011 Nov 09
1
path.diagram in SEM--display covariances without variances
Forgive me if I'm posting to the wrong place....It's my first time posting.
Here's the situation: I'm using the sem package and making path
diagrams using path.diagrams. Suppose I have the following code:
#install.packages("ggm")
require(ggm)
cor = rcorr(7)
nm = c("SOF", "IWF", "PWF", "FSC", "FSF", "EF",
2000 May 09
4
Dispersion in summary.glm() with binomial & poisson link
Following p.206 of "Statistical Models in S", I wish to change
the code for summary.glm() so that it estimates the dispersion
for binomial & poisson models when the parameter dispersion is
set to zero. The following changes [insertion of ||dispersion==0
at one point; and !is.null(dispersion) at another] will do the trick:
"summary.glm" <-
function(object, dispersion =
2011 Jul 28
2
Help with modFit of FME package
Dear R users,
I'm trying to fit a set an ODE to an experimental time series. In the attachment you find the R code I wrote using modFit and modCost of FME package and the file of the time series.
When I run summary(Fit) I obtain this error message, and the values of the parameters are equal to the initial guesses I gave to them.
The problem is not due to the fact that I have only one
2010 Dec 27
1
R-code to generate random rotation matrix for rotation testing
Dear list,
I am looking for an implementation of random rotation matrix generation in R to do a rotation test: I want to use the matrices to create random multivariate normal matrices with common covariance structure and mean based on an observed data matrix.
The rRotationMatrix-function in the mixAK-package is an option, but as far as I can tell I need to draw rotation matrices with determinant
2004 Mar 01
0
se.contrast ....too hard??? .... Too easy????? .....too trivial???? ...... Too boring.....too????????
Hi all,
Regular and avid readers of this column will know that Don Driscoll and
I have recently posted two messages requesting assistance concerning an
apparent failure of "se.contrast" to produce an se for a contrast. So
far, an ominous silence rings in our ears, but read on Gentle Reader,
and see if even the machinations of "debug" doesn't stimulate you to
respond with a
2002 May 30
0
se.contrast: matrix contrast.obj doesn't work as documented (PR#1613)
The man page for se.contrast, when describing the contrast.obj
parameter, states that "Multiple contrasts should be specified
by a matrix as returned by contrasts."
When doing an unbalanced single factor ANOVA, using a contrast.obj
as returned by contrasts results in the following error from
qr.qty when se.contrast is called:
Error in qr.qty(object$qr, contrast) : qr and y must have
2010 May 18
1
proportion of treatment effect by a surrogate (fitting multivariate survival model)
Dear R-help,
I would like to compute the variance for the proportion of treatment
effect by a surrogate in a survival model (Lin, Fleming, and De
Gruttola 1997 in Statistics in Medicine). The paper mentioned that
the covariance matrix matches that of the covariance matrix estimator
for the marginal hazard modelling of multiple events data (Wei, Lin,
and Weissfeld 1989 JASA), and is implemented
2004 Dec 15
2
how to fit a weighted logistic regression?
I tried lrm in library(Design) but there is always
some error message. Is this function really doing the
weighted logistic regression as maximizing the
following likelihood:
\sum w_i*(y_i*\beta*x_i-log(1+exp(\beta*x_i)))
Does anybody know a better way to fit this kind of
model in R?
FYI: one example of getting error message is like:
> x=runif(10,0,3)
> y=c(rep(0,5),rep(1,5))
>
2002 Dec 06
2
Fitting 2D vs. 2D data with nls()
Dear R-experts!
I have y(x) data, dim(y) == dim(x) == c(2000, 2)
I'd like to fit them with nls:
fit.result <- nls ( y ~ f(x, p1, p2, p3),
start = list(p1 = ... , p2 = .. , p3 = ..)
)
Actually I want to fit y[,1] ~ x[,1] and y[,2] ~ x[,2]
*simulaneously*, with the same parameters set {p1, p2, p3}.
I tried to feed R tha above formula, R errors with: